Challenges and Developments in International Banking Supervision.

      Аннотация: In this book, I’ve pointed out both the common problems of financial and banking risk management, and issues related to banking supervision oriented to risk management. These issues, of particular importance in the business of banks, combine theoretical and practical aspects, calculation, application and interpretation of models, and put out the advantages and disadvantages of the recent approaches from the complex and dynamic area of banking risks. Considering this aim, this book was focused on the following objectives: emphasizing the role and main contributions of the Basel Committee on Banking Supervision; comprehensive approach of the issues on risk management; presentation, interpretation and comparison of methods and models of banking supervision in the context of Basel III and the adoption of the international practices in assessing the risk profile of banks.

Ключевые слова: Banking Supervision, Risk Management, Value at Risk, Basel Committee, capital adequacy